TATASTEEL
Tata Steel Limited
Historical option data for TATASTEEL
27 Dec 2024 04:12 PM IST
| TATASTEEL 30JAN2025 136 CE | ||||||||||
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Delta: 0.64
Vega: 0.16
Theta: -0.10
Gamma: 0.03
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
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| 27 Dec | 138.91 | 8.05 | 34.14 | 4 | 2 | 2 | ||||
For Tata Steel Limited - strike price 136 expiring on 30JAN2025
Delta for 136 CE is 0.64
Historical price for 136 CE is as follows
On 27 Dec TATASTEEL was trading at 138.91. The strike last trading price was 8.05, which was lower than the previous day. The implied volatity was 34.14, the open interest changed by 2 which increased total open position to 2
| TATASTEEL 30JAN2025 136 PE | |||||||
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Delta: -0.33
Vega: 0.15
Theta: -0.04
Gamma: 0.03
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 27 Dec | 138.91 | 2.45 | 25.41 | 132 | 80 | 80 | |
For Tata Steel Limited - strike price 136 expiring on 30JAN2025
Delta for 136 PE is -0.33
Historical price for 136 PE is as follows
On 27 Dec TATASTEEL was trading at 138.91. The strike last trading price was 2.45, which was lower than the previous day. The implied volatity was 25.41, the open interest changed by 80 which increased total open position to 80
